A multistage formulation for generation companies in a multi-auction electricity market

DOI10.1093/IMAMAN/DPP008MaRDI QIDQ3557592zbMATH OpenOpenAlexFDO

Authors Nadia Scordino, Chefi Triki, Antonio Violi, Roberto Musmanno

Publication date 23 April 2010

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/aab9deb9dc7ecf752291c0a41e1abe20105a7cbf

zbMATH Keywords

bidding strategyconditional value at riskelectricity marketmultistage stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cited in

(17)

• A stochastic programming approach for the optimal management of aggregated distributed energy resources
• On optimal participation in the electricity markets of wind power plants with battery energy storage systems
• On multiple criteria decision support for suppliers on the competitive electric power market
• Optimal capacity allocation in multi-auction electricity markets under uncertainty
• On stochastic auctions in risk-averse electricity markets with uncertain supply
• A two-stage stochastic programming model for electric energy producers
• Location-based techniques for the synergy approximation in combinatorial transportation auctions
• Application of Supply Function Equilibrium Model to Describe the Interaction of Generation Companies in the Electricity Market
• Short-term trading for electricity producers
• Value at risk approach to producer's best response in an electricity market with uncertain demand
• Integrating production scheduling and transportation procurement through combinatorial auctions
• Solving a hub location-routing problem with a queue system under social responsibility by a fuzzy meta-heuristic algorithm
• Short-term electricity procurement: a rolling horizon stochastic programming approach
• An effective mitigation strategy to hedge against absenteeism of occasional drivers
• Advanced synergy-driven algorithms for bid generation in transportation auctions
• A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts
• Restaurant revenue management through combinatorial auctions

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Uses Software

• DDSIP

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